Couldn't find the suitable course review? Try ask your question at Ask Question section to discuss with the community!
1
2
0

CUHK

RMSC4002 Data Analysis in Finance and Risk Management Science

Questions May Be Interested



Course Review By Teaching Professors


Course Reviews on RMSC4002 Data Analysis in Finance and Risk Management Science

Shared by Anonymous

2018-08-25

Professor: LEUNG, Pui Lam


Course Description
machine learning, c-tree, some data analysis skills
Assessment
There will be three assignments totally worth 15% and a group project worth 30% with the remaining 55% for the final (closed book) examination.
Grading
Login is required for this action, please click here to login or register a new account.
Teaching Skills & Others
Login is required for this action, please click here to login or register a new account.

Shared by Anonymous

2018-08-25

Professor: LEUNG, Pui Lam


Course Description
logistic regression, PCA, classification tree, neural network,比CS系的machine learning有逻辑性
Assessment
三次作业,project,期末考试
Grading
Login is required for this action, please click here to login or register a new account.
Teaching Skills & Others
Login is required for this action, please click here to login or register a new account.

Shared by Anonymous

2018-08-25

Professor:


Course Description
modern data analysis techniques that are commonly used in financial and risk management. Topics include applications of multivariate techniques such as principal component and canonical correlation to asset management, Value-at-Risks, GARCH model in estimating volatility, time series methods in term-structure analysis, and data mining methods such as logistic regression, k-means clustering and classification tree, and neural network.
Assessment
30%group project( process a database) three assignments totally worth 15%, 55% for the final (closed book) examination
Grading
Login is required for this action, please click here to login or register a new account.
Teaching Skills & Others
Login is required for this action, please click here to login or register a new account.